-4.9%
FXI vs STT
+145.1%
-150.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +1.0% | +0.5% | +0.6% | +0.9% |
| 30D | -0.6% | +3.9% | -4.4% | -1.7% |
| 3M | +1.9% | +20.0% | -18.0% | -3.6% |
| 6M | -0.2% | +55.3% | -55.5% | -12.6% |
| YTD | -5.6% | +53.3% | -58.9% | -17.2% |
| 1Y | -4.7% | +74.7% | -79.4% | -19.6% |
| 3Y | +38.0% | +205.8% | -167.8% | -3.2% |
| All | -4.9% | +145.1% | -150.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling